Do monetary policy shocks affect financial uncertainty ? A non-Gaussian proxy-SVAR approach

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Unpublished conference/Abstract (Scientific congresses and symposiums)

Crucil, Romain; Hambuckers, Julien; Maxand, Simone

2023 • 2023 Belgian Financial Research Forum (BFRF)

Peer reviewed

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https://hdl.handle.net/2268/304383

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Keywords :

Monetary policy, proxy SVAR, ICA, high-frequency identification, uncertainty

Disciplines :

Macroeconomics & monetary economics

Author, co-author :

Crucil, Romain ; Université de Liège - ULiège > HEC Liège Research > HEC Liège Research: Financial Management for the Future

Hambuckers, Julien ; Université de Liège - ULiège > HEC Liège Research > HEC Liège Research: Financial Management for the Future

Maxand, Simone; Europa-Universität Viadrina

Language :

English

Title :

Do monetary policy shocks affect financial uncertainty ? A non-Gaussian proxy-SVAR approach

Publication date :

21 April 2023

Event name :

2023 Belgian Financial Research Forum (BFRF)

Event organizer :

National Bank of Belgium (NBB)

Event place :

Bruxelles, Belgium

Event date :

20-21 April

Audience :

International

Peer reviewed :

Peer reviewed

Available on ORBi :

since 21 June 2023

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